I can keep users from changing the Automatic Detections settings by the below reg keys.
****But how do I Uncheck the Automatically Detect Settings Box itself with a reg key? This if for XP Pro.
This hotfix prevents the Automatically Detect Settings setting from changing when you click the Detect Network Settings link. This hotfix only works on computers where Group Policy prevents access to the Connections tab or prevents you from configuring this setting. After you apply this hotfix, Internet Explorer looks for the following registry entries:
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Internet Explorer\Control Panel\ConnectionsTab
To hide the Connections tab, set the value of this DWORD to 1.
HKEY_CURRENT_USER\SOFTWARE\Policies\Microsoft\Internet Explorer\Control Panel\Autoconfig
To disable the Automatically Detect Settings check box, set the value of this DWORD to 1.